0.45Open0.50Pre Close71 Volume221 Open Interest16.00Strike Price2.98KTurnover23.82%IV1.17%PremiumJul 19, 2024Expiry Date0.26Intrinsic Value100Multiplier12DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6661Delta0.5089Gamma36.13Leverage Ratio-0.0121Theta0.0035Rho24.07Eff Leverage0.0109Vega